+273.7%
ELV vs PHM
+568.1%
-294.4%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.6% | -1.1% | +0.1% |
| 7D | +3.2% | -5.0% | +8.2% | +4.5% |
| 30D | +5.4% | -8.4% | +13.8% | +7.6% |
| 3M | +5.4% | -4.4% | +9.8% | +5.8% |
| 6M | +45.7% | -3.7% | +49.5% | +45.5% |
| YTD | +21.2% | +1.3% | +19.9% | +19.2% |
| 1Y | +35.6% | -14.0% | +49.7% | +39.0% |
| 3Y | -2.0% | +48.1% | -50.1% | -16.5% |
| 5Y | +26.0% | +158.8% | -132.8% | -13.2% |
| All | +273.7% | +568.1% | -294.4% | +80.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PHM.
Daily Out/Under-Performance
Portfolio return minus PHM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PHM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded PHM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling